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A note on the sensitivity of the strategic asset allocation problem
Hurley, William J.; Brimberg, Jack - In: Operations Research Perspectives 2 (2015), pp. 133-136
-order conditions is ill-conditioned and it is this property that gives rise to the sensitivity of the optimal weights. …
Persistent link: https://www.econbiz.de/10011825919
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Selection of discrete multiple criteria decision making methods in the presence of risk and uncertainty
Haddad, Malik; Sanders, David - In: Operations Research Perspectives 5 (2018), pp. 357-370
suggested group of candidate methods for their problem. Sensitivity analysis is applied to the suggested group of candidate …
Persistent link: https://www.econbiz.de/10012662749